Search Results - subject:"Characteristic function"

Guo, Jia-Hau; Chang, Lung-Fu - In: Review of derivatives research 23 (2020) 2, pp. 145-161

Persistent link: https://www.econbiz.de/10012229795

Amengual, Dante; Carrasco, Marine; Sentana, Enrique - In: Journal of econometrics 218 (2020) 2, pp. 655-689

Persistent link: https://www.econbiz.de/10012483175

Madan, Dilip B. - In: International journal of theoretical and applied finance 23 (2020) 6, pp. 1-32

Persistent link: https://www.econbiz.de/10012496775

Felbert, Alexander von - In: International journal of theoretical and applied finance 23 (2020) 6, pp. 1-21

Persistent link: https://www.econbiz.de/10012496786

Han, Hyojin - In: Economics letters 186 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012500866

Pan, Guangming; Gao, Jiti; Yang, Yanrong; Guo, Meihui - 2015

Persistent link: https://www.econbiz.de/10011781344

Broda, Simon A.; Kan, Raymond - 2014

those of a suitably defined difference of random variables. If in addition, the joint characteristic function of numerator …

Persistent link: https://www.econbiz.de/10010328339

Broda, Simon A.; Kan, Raymond - Tinbergen Instituut - 2014

those of a suitably defined difference of random variables. If in addition, the joint characteristic function of numerator …

Persistent link: https://www.econbiz.de/10011255898

Schennach, Susanne M. - In: Journal of econometrics 211 (2019) 1, pp. 308-318

Persistent link: https://www.econbiz.de/10012303629

Munim, Ziaul Haque; Saeed, Naima; Larsen, Odd I. - In: Maritime policy & management 46 (2019) 1, pp. 43-60

Persistent link: https://www.econbiz.de/10012209449

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